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SME does NOT include Wordpress or any other "contrib type applications" in the base code. Including these would mean more work for the developers to ensure every included contrib/application is compatible etc.
Contribs are purposely not included in the base code so that they can be seperately maintained by willing individuals.
There is nothing stopping you from installing Wordpress, just go to the Wordpress web site and follow their generic installation instructions. Same applies to any other apps.